Repository logo

Browsing by Subject "Mayer problem"

Filter results by typing the first few letters
Now showing 1 - 1 of 1
  • thumbnail.journal.alt
    Item type:Article, Access status: Open Access ,
    Optimization of a fractional Mayer problem - existence of solutions, maximum principle, gradient methods
    (2014) Idczak, Dariusz; Walczak, Stanisław
    In the paper, we study a linear-quadratic optimal control problem of Mayer type given by a fractional control system. First, we prove a theorem on the existence of a solution to such a problem. Next, using the local implicit function theorem, we derive a formula for the gradient of a cost functional under constraints given by a control system and prove a maximum principle in the case of a control constraint set. The formula for the gradient is used to implement the gradient methods for the problem under consideration.